new files added

2026-08-04 08:07:44 +00:00 · 2025-10-21 13:34:18 +02:00
parent 589b3f00f0
commit e5cdc73c06
1 changed files with 137 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                              DMH_Calculator.mqh  |
+//|    Calculation engine for Ehlers' Directional Movement with      |
+//|    Hann Windowing (DMH).                                         |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|             CLASS 1: CDMHCalculator (Base Class)                 |
+//|                                                                  |
+//+==================================================================+
+class CDMHCalculator
+  {
+protected:
+   int               m_period;
+   // These arrays will hold the source data, either standard or HA
+   double            m_source_high[], m_source_low[];
+
+   virtual bool      PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CDMHCalculator(void) {};
+   virtual          ~CDMHCalculator(void) {};
+
+   bool              Init(int period);
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &dmh_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+bool CDMHCalculator::Init(int period)
+  {
+   m_period = (period < 2) ? 2 : period;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+void CDMHCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &dmh_buffer[])
+  {
+   if(rates_total < m_period * 2)
+      return;
+
+// This call populates m_source_high and m_source_low with either standard or HA data
+   if(!PrepareSourceData(rates_total, open, high, low, close))
+      return;
+
+   double ema_buffer[];
+   ArrayResize(ema_buffer, rates_total);
+   double ema_prev = 0;
+   double sf = 1.0 / m_period; // EMA alpha
+
+// Step 1 & 2: Calculate raw DM difference and smooth with EMA
+   for(int i = 1; i < rates_total; i++)
+     {
+      double plus_dm = 0, minus_dm = 0;
+      double upper_move = m_source_high[i] - m_source_high[i-1];
+      double lower_move = m_source_low[i-1] - m_source_low[i];
+
+      if(upper_move > lower_move && upper_move > 0)
+         plus_dm = upper_move;
+      else
+         if(lower_move > upper_move && lower_move > 0)
+            minus_dm = lower_move;
+
+      double dm_diff = plus_dm - minus_dm;
+      ema_buffer[i] = sf * dm_diff + (1.0 - sf) * ema_prev;
+      ema_prev = ema_buffer[i];
+     }
+
+// Step 3: Smooth the EMA with a Hann-windowed FIR filter
+   double hann_weights[];
+   ArrayResize(hann_weights, m_period);
+   double coef_sum = 0;
+   for(int i = 0; i < m_period; i++)
+     {
+      hann_weights[i] = 1.0 - cos(2 * M_PI * (i + 1.0) / (m_period + 1.0));
+      coef_sum += hann_weights[i];
+     }
+
+   if(coef_sum <= 0)
+      return;
+
+   for(int i = m_period - 1; i < rates_total; i++)
+     {
+      double dm_sum = 0;
+      for(int j = 0; j < m_period; j++)
+        {
+         dm_sum += hann_weights[j] * ema_buffer[i-j];
+        }
+      dmh_buffer[i] = dm_sum / coef_sum;
+     }
+  }
+
+//+------------------------------------------------------------------+
+// Base class implementation: copies standard prices to source arrays
+//+------------------------------------------------------------------+
+bool CDMHCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_source_high, rates_total);
+   ArrayResize(m_source_low, rates_total);
+   ArrayCopy(m_source_high, high, 0, 0, rates_total);
+   ArrayCopy(m_source_low, low, 0, 0, rates_total);
+   return true;
+  }
+
+//+==================================================================+
+class CDMHCalculator_HA : public CDMHCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   virtual bool      PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+// Derived class implementation: copies HA prices to source arrays
+//+------------------------------------------------------------------+
+bool CDMHCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+// CORRECTED: Resize the destination arrays before the calculation
+   ArrayResize(m_source_high, rates_total);
+   ArrayResize(m_source_low, rates_total);
+
+   double ha_open[], ha_close[];
+   ArrayResize(ha_open, rates_total);
+   ArrayResize(ha_close, rates_total);
+
+// The m_source_high and m_source_low arrays are protected members of the base class,
+// so this overridden method can write directly into them.
+   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, m_source_high, m_source_low, ha_close);
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+